+739.4%
GLD vs HDB
+1,376.3%
-636.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | +4.7% | +13.3% | -8.6% | +4.2% |
| 30D | -0.9% | +13.6% | -14.4% | -1.4% |
| 3M | -4.4% | +5.8% | -10.2% | -4.7% |
| 6M | -13.6% | -1.9% | -11.6% | -13.6% |
| YTD | -6.0% | -31.2% | +25.2% | -4.8% |
| 1Y | +1.8% | -29.6% | +31.3% | +3.0% |
| 3Y | +103.2% | -10.1% | +113.3% | +103.3% |
| 5Y | +119.3% | -24.3% | +143.7% | +120.2% |
| 10Y | +199.5% | +59.3% | +140.2% | +188.9% |
| All | +739.4% | +1,376.3% | -636.9% | +553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling